Hello and welcome to Android Forums!
First you need an active data connection, either 3G/4G or Wifi. Then you need to make sure your phone is registered to a gmail account. Then go to the Android Market. It will be the little green and white shopping bag icon that says "market". You can install apps directly from there.
The best place to get started will be in the forum for your specific device model. Just select it from the list on the
Home Page and you should be fine. If you can't find it, then tell us what you've got and we'll point you in the right direction.
